+585.7%
JPM vs VLO
+933.4%
-347.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -2.3% | +4.0% | -6.3% | -3.7% |
| 30D | -2.3% | +19.0% | -21.3% | -8.0% |
| 3M | +14.9% | +50.0% | -35.1% | -0.5% |
| 6M | +23.6% | +79.1% | -55.5% | -0.6% |
| YTD | +11.3% | +140.3% | -129.0% | -19.9% |
| 1Y | +19.9% | +148.3% | -128.4% | -15.3% |
| 3Y | +162.6% | +194.6% | -32.0% | +68.7% |
| 5Y | +154.6% | +609.6% | -455.0% | +6.9% |
| All | +585.7% | +933.4% | -347.7% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling